+912.2%
BX vs TSCO
+1,527.1%
-614.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.1% |
| 7D | -5.7% | -2.5% | -3.2% | -4.6% |
| 30D | -8.9% | -1.1% | -7.8% | -8.5% |
| 3M | +8.4% | +14.3% | -5.9% | +2.0% |
| 6M | +18.9% | -31.9% | +50.8% | +38.8% |
| YTD | -13.6% | -30.7% | +17.0% | -0.6% |
| 1Y | -22.4% | -41.1% | +18.6% | -4.3% |
| 3Y | +26.0% | -17.1% | +43.2% | +30.6% |
| 5Y | +18.8% | -7.5% | +26.3% | +16.3% |
| 10Y | +668.7% | +192.6% | +476.1% | +328.5% |
| All | +912.2% | +1,527.1% | -614.9% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling